/Engine/Source/Runtime/Experimental/Chaos/Public/Chaos/DenseMatrix.h
The Cholesky Factor of A is G (Gt its transpose), where A = GGt. G is lower triangular.
template<int32 T_E> static bool CholeskyFactorize ( [TDenseMatrix](API\Runtime\Chaos\Chaos\TDenseMatrix)< T_E > & A )